This paper investigates financial contagion in a multivariate time-varying asymmetric
framework, focusing on four emerging equity markets, namely Brazil, Russia, India, China …

Using an evolutionary model and a sample of 7,166 firms in the manufacturing and
technology sectors of Sweden, we find that surviving organizations founded independent of …

This study investigates the impacts of volatility expectations in oil, gold, currency and the US
stock markets on time-varying conditional correlations between BRIC and US stock markets …

Purpose–The purpose of this paper is to examine contagion among the major world markets
during the last 25 years and propose a new way to analyze contagion with wavelet methods …

This paper examines the role of interconnectivity in global stock markets during the Global
Financial Crisis (GFC) using a comprehensive dataset of 8,827 firms traded in developed …

Episodes of extraordinary turbulence in global financial markets are examined during nine
crises ranging from the Asian crisis in 1997–98 to the recent European debt crisis of 2010 …

In this paper, we examine the relative importance of economic policy uncertainty as a
potential source intensifying market integration/contagion for domestic stock markets of 31 …

Consumer confidence indices (CCIs) are a closely monitored barometer of countries'
economic health and an informative forecasting tool. Using European and US data, we …

Precious metals matter to investors for their risk aversion and diversification potential. The
aim of this paper is to examine the financial contagion from January 2000 to May 2018 in …

The nature and extent of financial contagion across international borders is an important yet
unsettled subject. In this article, Kim, Ryu, and Seo explore transmission of credit risk from …